Central Bank Research Hub - Series: Bank of England Working papers 2012

Papers by year: All | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

	Title	Author(s)
Abstract	Long and short-term effects of the financial crisis on labour productivity, capital and output Paper: wp470, 06.02.2013	Nicholas Oulton María Sebastiá-Barriel
Abstract	Does macropru leak? Evidence from a UK policy experiment Paper: wp445, 04.12.2012	Tomasz Wieladek Shekhar Aiyar Charles W Calomiris
Abstract	Asset purchase policy at the effective lower bound for interest rates Paper: wp444, 04.12.2012	Richard Harrison
Abstract	Assessing the economy-wide effects of quantitative easing Paper: wp443, 04.12.2012	George Kapetanios Ibrahim Stevens Haroon Mumtaz Konstantinos Theodoridis
Abstract	The business cycle implications of banks' maturity transformation Paper: wp446, 04.12.2012	Martin M Andreasen Pawel Zabczyk Marcelo Ferman
Abstract	Financial intermediaries in an estimated DSGE model for the United Kingdom Paper: wp431, 04.12.2012	Stefania Villa Jing Yang
Abstract	Implicit intraday interest rate in the UK unsecured overnight money market Paper: wp447, 04.12.2012	Filip Žikeš Marius Jurgilas
Abstract	The impact of QE on the UK economy - some supportive monetarist arithmetic Paper: wp442, 04.12.2012 JEL: C11, C32, E52, E58	Jonathan Bridges Ryland Thomas
Abstract	Identifying risks in emerging market sovereign and corporate bond spreads Paper: wp430, 04.12.2012	Gabriele Zinna
Abstract	Neutral technology shocks and employment dynamics: results based on an RBC identification scheme Paper: wp453, 04.12.2012	Francesco Zanetti Haroon Mumtaz
Abstract	Simple banking: profitability and the yield curve Paper: wp452, 04.12.2012	Benjamin Nelson Piergiorgio Alessandri
Abstract	Estimating probability distributions of future asset prices: empirical transformations from option-implied risk-neutral to real-world density functions Paper: wp455, 04.12.2012	Rupert de Vincent-Humphreys Joseph Noss
Abstract	Liquidity risk, cash-flow constraints and systemic feedbacks Paper: wp456, 04.12.2012	Sujit Kapadia John Elliott Mathias Drehmann Gabriel Sterne
Abstract	Non-rational expectations and the transmission mechanism Paper: wp448, 04.12.2012	Richard Harrison Tim Taylor
Abstract	Labour market institutions and unemployment volatility: evidence from OECD countries Paper: wp461, 04.12.2012	Chiara Rosazza Bondibene Renato Faccini
Abstract	Inflation and output in New Keynesian models with a transient interest rate peg Paper: wp459, 04.12.2012	Timothy S Fuerst Matthias Paustian Charles T Carlstrom
Abstract	Bank behaviour and risks in CHAPS following the collapse of Lehman Brothers Paper: wp451, 04.12.2012	Evangelos Benos Peter Zimmerman Rodney Garratt
Abstract	Misperceptions, heterogeneous expectations and macroeconomic dynamics Paper: wp449, 04.12.2012	Richard Harrison Tim Taylor
Abstract	Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters Paper: wp450, 04.12.2012	Alina Barnett Haroon Mumtaz Konstantinos Theodoridis
Abstract	Too big to fail: some empirical evidence on the causes and consequences of public banking interventions in the United Kingdom Paper: wp460, 04.12.2012	Tomasz Wieladek Andrew K. Rose
Abstract	What do sticky and flexible prices tell us? Paper: wp457, 04.12.2012	Tom O'Grady Stephen Millard
Abstract	High-frequency trading behaviour and its impact on market quality: evidence from the UK equity market Paper: wp469, 04.12.2012	Satchit Sagade Evangelos Benos
Abstract	QE and the gilt market: a disaggregated analysis Paper: wp466, 04.12.2012	Michael A S Joyce Martin Daines Matthew Tong
Abstract	Factor adjustment costs: a structural investigation Paper: wp467, 04.12.2012	Francesco Zanetti Haroon Mumtaz
Abstract	Using Shapley's asymmetric power index to measure banks' contributions to systemic risk Paper: wp468, 04.12.2012	Rodney J Garratt Matthew Willison Lewis Webber
Abstract	Reputation, risk-taking and macroprudential policy Paper: wp462, 04.12.2012	Benjamin Nelson Misa Tanaka David Aikman
Abstract	The international transmission of volatility shocks: an empirical analysis Paper: wp463, 04.12.2012	Haroon Mumtaz Konstantinos Theodoridis
Abstract	International policy spillovers at the zero lower bound Paper: wp464, 04.12.2012	Alex Haberis Anna Lipinska
Abstract	Size and complexity in model financial systems Paper: wp465, 04.12.2012	Nimalan Arinaminpathy Robert May Sujit Kapadia
Abstract	Fixed interest rates over finite horizons Paper: wp454, 04.12.2012	Andrew P Blake
Full text	Implicit intraday interest rate in the UK unsecured overnight money market Paper: 447, 22.03.2012 JEL: E42, E58, G21	Filip Žikeš Marius Jurgilas
Full text	The business cycle implications of banks' maturity transformation Paper: 446, 22.03.2012 JEL: E22, E32, E44, G21	Martin M Andreasen Pawel Zabczyk Marcelo Ferman
Full text	Does macropru leak? Evidence from a UK policy experiment Paper: 445, 22.03.2012 JEL: E32, E51, F30, G21, G28	Tomasz Wieladek Shekhar Aiyar Charles W Calomiris
Full text	Asset purchase policy at the effective lower bound for interest rates Paper: 444, 22.03.2012 JEL: E52, E58	Richard Harrison
Full text	The impact of QE on the UK economy - some supportive monetarist arithmetic Paper: 442, 22.03.2012	Jonathan Bridges Ryland Thomas
Full text	Assessing the economy-wide effects of quantitative easing Paper: 443, 22.03.2012 JEL: C11, C32, E52, E58	George Kapetanios Ibrahim Stevens Konstantinos Theodoridis Haroon Mumtaz

Papers by year: All | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003